An Empirical Likelihood Ratio Test for Normality
نویسندگان
چکیده
منابع مشابه
An Empirical Likelihood Ratio Test for Normality
The empirical likelihood ratio (ELR) test for the problem of testing for normality is derived in this paper. The sampling properties of the ELR test and four other commonly used tests are provided and analyzed using the Monte Carlo simulation technique. The power comparisons against a wide range of alternative distributions show that the ELR test is the most powerful of these tests in certain s...
متن کاملTesting for Normality in the Linear Regression Model: an Empirical Likelihood Ratio Test
Author Contact: Lauren Dong, Statistics Canada; e-mail: [email protected]; FAX: (613) 951-3292 David Giles*, Dept. of Economics, University of Victoria, P.O. Box 1700, STN CSC, Victoria, B.C., Canada V8W 2Y2; e-mail: [email protected]; FAX: (250) 721-6214 * Corresponding co-author Abstract The empirical likelihood ratio (ELR) test for the problem of testing for normality in a linear regressi...
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ژورنال
عنوان ژورنال: Communications in Statistics - Simulation and Computation
سال: 2007
ISSN: 0361-0918,1532-4141
DOI: 10.1080/03610910601096544